The control of the performances of interconnected power system is a challenging problem at present due to the lack of damping torque which increases the oscillation of the performances such as speed deviation, rotor angle deviation and terminal voltage deviation. Robust Integral Linear Quadratic Gaussian (ILQG) controller has been designed in this book to damp the oscillation of the power system. The ILQG controller has high gain and phase margin and bandwidth. It improves the dynamic stability of the power system. The controller is designed based on a comparative performance analysis between Linear Quadratic Regulator (LQR) and Linear Quadratic Gaussian (LQG) controller to find out the optimum control algorithm for single machine infinite bus.